Cognition Therapeutics Semi Deviation
| CGTX Stock | | | USD 1.18 -0.03 -2.48% |
Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level. Below is Cognition Therapeutics's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
Cognition Therapeutics carries a Semi Deviation of 7.15, consistent with elevated price variability. This places Cognition Therapeutics toward the higher end of the volatility range for Biotechnology.
Semi Deviation | = | SQRT(SV) |
| = | 7.15 | |
Semi Deviation Peers Comparison
Relative to peers, Cognition Therapeutics's Semi Deviation is above the group average of 4.05. Peer readings range from 2.3 (Spero Therapeutics) to 5.63 (Agenus Inc), reflecting moderate dispersion across the sector. Cognition Therapeutics has exhibited greater price dispersion than the peer average over the measured period.
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for Cognition Therapeutics and its peers. Each point represents one equity — position along the horizontal axis shows Semi Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Cognition Therapeutics's Maximum Drawdown of
40.10 runs about
5.61 times its Semi Deviation of
7.15 . This indicates Maximum Drawdown substantially exceeds Semi Deviation for Cognition Therapeutics.
Methodology, Assumptions & Data Sources
Cognition Therapeutics has a current Semi Deviation reading of 7.15. The Semi Deviation for Cognition Therapeutics applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Cognition Therapeutics operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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